Dear R guru,
I am Saikat Sarkar working as a researcher of Economics in Tampere
University, Finland. I am trying to estimate some Garch related tests with
Bayesian analysis by R programme.
I am not good in R but trying to survive.
Anyway I have the coding but not working properly. I
Dear R guru,
I am Saikat Sarkar working as a researcher of Economics in Tampere
University, Finland. I am trying to estimate some Garch related tests with
Bayesian analysis by R programme.
I am not good in R but trying to survive.
Anyway I have the coding but not working properly. I have tried
Dear R Experts,
This is the 2nd time in the chat room. Its a great place to get help from R
experts.
I have a data frame problem, it contains thousands of data.
part of it, I am giving for explaining the problem
date day x yz
82 1989-04-28 Fri 2118.0 2418.80 33713
If I understand correct then
garch.gjr <- function(par,y,iterate=TRUE)
{
T<-length(y)
mu0<-par[1]
a0<-par[2]
a1<-par[3]
a2 <-par[4]
b1 <- par[5]
e <- s2 <- numeric(T)
s2[1] <- var(y)
e[1] <- y[1]-mu0
l<-0
for(t in 2:T)
{
e[t] <- y[t]-mu0
s2[t] <- a0+a1*e[t-1]^2+b1*s2[t-1] + ifelse(e[t-1
, all=T)
res$h <- 0
res$h[is.na(res$price)] <- 1
res$price[is.na(res$price)] <- 0
h<-res$h[-1]
h1<-c(h,0)
final.data<- data.frame(res$price,h1)
final.data<-final.data[final.data$res.price>0,]
saikat sarkar wrote:
>
> Hi,
>
> R experts. I am a new use
Hi,
R experts. I am a new user of R and trying to learn this program.
I have a problem. Here is the code.
d<-as.Date(c("2000/01/03","2000/01/05","2000/01/19","2000/01/28"))
r<-rnorm(4)
da<-data.frame(d,r)
a<-as.Date("01/01/2000","%d/%m/%Y")
b<-as.Date("30/01/2000","%d/%m/%Y")
ab<-seq(a,b,by=
Hi,
R experts. I am a new user of R and trying to learn this program.
I have a problem. Here is the code.
d<-as.Date(c("2000/01/03","2000/01/05","2000/01/19","2000/01/28"))
r<-rnorm(4)
da<-data.frame(d,r)
a<-as.Date("01/01/2000","%d/%m/%Y")
b<-as.Date("30/01/2000","%d/%m/%Y")
ab<-seq(a,b,by=
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